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Prediction of risks of sequence of events using multistage proportional hazards model: a marginal-conditional modelling approach

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  • Rafiqul I. Chowdhury

    (University of Dhaka)

  • M. Ataharul Islam

    (University of Dhaka)

Abstract

In many studies, sequence of events may occur over time that produce repeated measures with censored observations. Multi-state models are commonly used, and the effect of risk factors on the transition from one state to another is assessed using the Cox proportional hazards model. In recent years, there is growing interest to predict the disease status at different stages and endpoints using multi-state models. Because of the complexity of existing methods their applications for prediction is limited. In this paper, a simple alternative method is proposed for risk prediction of the sequence of events using multistage modelling approach. The proposed method of prediction is a new development using a series of events in conditional setting arising from the beginning to the endpoint. The proposed method is based on marginal-conditional approach to link the events occurring in a trajectory. The probability of a trajectory can be calculated easily. The main improvement of proposed method for risk prediction is that it is a simple approach, compared to the existing ones, and this approach can easily be generalized to any number of events in the process to the endpoints. Two examples from real life data is illustrated in this paper using the proposed method for risk prediction.

Suggested Citation

  • Rafiqul I. Chowdhury & M. Ataharul Islam, 2020. "Prediction of risks of sequence of events using multistage proportional hazards model: a marginal-conditional modelling approach," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 29(1), pages 141-171, March.
    • Handle: RePEc:spr:stmapp:v:29:y:2020:i:1:d:10.1007_s10260-019-00460-2
    DOI: 10.1007/s10260-019-00460-2
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    References listed on IDEAS

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    1. M. Ataharul Islam, 1994. "Multistate Survival Models for Transitions and Reverse Transitions: An Application to Contraceptive Use Data," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 157(3), pages 441-455, May.
    2. V. T. Farewell, 1979. "An Application of Cox's Proportional Hazard Model to Multiple Infection Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 28(2), pages 136-143, June.
    3. Moreira, Ana Cristina & Machado, Luís Filipe Meira, 2012. "survivalBIV: Estimation of the Bivariate Distribution Function for Sequentially Ordered Events Under Univariate Censoring," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 46(i13).
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